looloss

Object from call to <code>eigen</code> that contains spectral decomposition of the n by n Kernel matrix.

Eigenobject

Positive scalar value for lamnbda parameter.

lambda

Internal function that computes Leave-On-Out (LOO) Error for KRLS given a fixed value for lambda (the parameter that governs the tradeoff between model fit and complexity in KRLS).
This function is called internally by <code>krls</code> to find value of lambda that minimizes the LOO error. It would normally not be called by the user directly.

Package implements Kernel-based Regularized Least Squares (KRLS), a machine learning method to fit multidimensional functions for regression and classification problems without relying on linearity or additivity assumptions. This package is currently in alpha phase (feedback is appreciated).

looloss: Loss Function for Leave One Out Error

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See Also